-13.6%
PDD vs SPG
+84.0%
-97.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | -4.9% | +2.0% | -6.9% | -5.8% |
| 30D | -3.0% | +17.2% | -20.3% | -9.8% |
| 3M | -6.2% | +6.3% | -12.5% | -8.8% |
| 6M | -20.7% | +18.7% | -39.4% | -27.1% |
| YTD | -30.4% | +30.1% | -60.4% | -39.0% |
| 1Y | -41.3% | +32.8% | -74.0% | -49.1% |
| 3Y | -27.7% | +133.6% | -161.3% | -57.1% |
| All | -13.6% | +84.0% | -97.6% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling